stochastic |
i=arg (default=“n”) | Innovation generation: “n” (normal random number) or “b” (bootstrap). |
d=arg (default=“f”) | Diagonal covariance matrix (for bootstrap: draw resids independently for each equation): “t” (true), “f” (false). |
v=arg (default=“t”) | Scale covariance matrix to equation specified innovation variances: “t” (true), “f” (false). Does not apply to Bootstrap. |
m=pos_number (default=1.0) | Multiply resid covariance or bootstrap by the positive number pos_number. |
s=quoted_sample | Covariance estimation sample (Bootstrap residual draw sample). For example, s =“1970.1 2003.4” |
r=integer (default=1000) | Number of stochastic repetitions. |
k | Calculate confidence interval from entire sample. |
f=number (default=.02) | Fraction of failed repetitions before stopping. |
b=number (default=.95) | Size of stochastic confidence intervals. |
c=arg (default=“f”) | Include coefficient uncertainty: “t” (true), “f” (false). |
p=page_name | Page name for a new workfile page to save the results of all repetitions of the stochastic solve. If blank (default) only summaries (mean, sd, etc.) of the repetitions are maintained. |